mvPot

swMATH42605CRANmvPotMaRDI QIDQ1352134FDOQ1352134

Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

Raphael de Fondeville, Léo R. Belzile

Last update: 13 October 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1.5, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.1.6

Source code repository: https://github.com/cran/mvPot

Description

Tools for high-dimensional peaks-over-threshold inference and simulation of spatial extremal processes. Key references include de Fondeville and Davison (2018) <doi:10.1093/biomet/asy026>, Thibaud and Opitz (2015) <doi:10.1093/biomet/asv045>, Wadsworth and Tawn <doi:10.1093/biomet/ast042>.

Cites work

• Efficient inference for spatial extreme value processes associated to log-Gaussian random functions
• Efficient inference and simulation for elliptical Pareto processes
• High-dimensional peaks-over-threshold inference

Cited In (1)

• A Vecchia approximation for high-dimensional Gaussian cumulative distribution functions arising from spatial data

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